Peacocks and associated martingales, with explicit constructions / Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

Auteur principal : Hirsch, Francis, AuteurCo-auteur : Profeta, Christophe, 1984-, Auteur • Roynette, Bernard, 1944-, AuteurType de document : Livre numériqueCollection : Bocconi & Springer series, 3Langue : anglais.Éditeur : Milan : Springer, 2011ISBN: 9788847019072.ISSN: 2039-1471.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60G48, Probability theory and stochastic processes, Generalizations of martingales
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
91G80, Actuarial science and mathematical finance, Financial applications of other theoriesEn-ligne : Springerlink | MSN | zbMath
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